Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 11.92% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 635,222 | 330,111 | 50,114 CHF | 29,345 CHF | 100.00% | 100.00% |
12/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 667,430 | 347,215 | 50,358 CHF | 29,670 CHF | 99.67% | 99.67% |
11/07/2024 | 12.83% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 691,537 | 359,453 | 50,430 CHF | 29,809 CHF | 98.78% | 98.78% |
10/07/2024 | 13.29% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 721,650 | 373,325 | 50,690 CHF | 29,959 CHF | 96.11% | 96.11% |
09/07/2024 | 13.93% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 755,664 | 390,332 | 50,484 CHF | 29,981 CHF | 99.65% | 99.65% |
08/07/2024 | 12.58% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 675,937 | 350,469 | 50,354 CHF | 29,616 CHF | 99.84% | 99.84% |
05/07/2024 | 11.18% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 602,291 | 304,895 | 50,879 CHF | 28,800 CHF | 100.00% | 100.00% |
04/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 624,774 | 324,774 | 50,039 CHF | 29,259 CHF | 100.00% | 100.00% |
03/07/2024 | 11.37% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 610,694 | 310,252 | 50,659 CHF | 28,826 CHF | 99.22% | 99.22% |
02/07/2024 | 13.27% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 720,733 | 372,866 | 50,738 CHF | 29,978 CHF | 99.66% | 99.66% |